+352.1%
IDXX vs KMX
+11.6%
+340.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -4.9% |
| 30D | -11.5% | +4.4% | -16.0% | -12.7% |
| 3M | -9.5% | +18.9% | -28.4% | -14.1% |
| 6M | -16.0% | +44.3% | -60.2% | -24.9% |
| YTD | -25.4% | +58.7% | -84.1% | -35.3% |
| 1Y | -21.8% | +0.1% | -21.9% | -24.5% |
| 3Y | +7.0% | -24.4% | +31.5% | +8.6% |
| 5Y | -26.0% | -54.4% | +28.5% | -17.5% |
| All | +352.1% | +11.6% | +340.5% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling